Last price paid | n.a. | |
Change | -33.33% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | n.a. n.a. |
Fixing | 15.03.2024 |
Settlement date | 27.02.2023 |
Last trading | 15.03.2024 |
Final fixing | 15.03.2024 |
Currency redemption | CHF |
Perf. since issue | -97.25% |
Year to date (YTD) | n.a. |
1 month | -66.67% |
3 months | -81.82% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.20 |
Underlying price on issue | 1.00 |
Premium | 0.05% |
Premium p.a. | 2.46% |
Leverage | 32.25 |
Implied volatility | 0.37 |
ISIN | CH1237243550 |
Symbol | USDECZ |
Security | 123724355 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 22.03.2024 |
Underlying | USD/CHF, XC0009652816 |
Underlying ISIN | XC0009652816 |
Strike | 0.93 |
C/P type | call |
Subscription ratio | 0.10 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 0.1 |
Value day | 20.02.2023 |
Premium | 5.39% |
Premium p.a. | 245.82% |
Leverage | 160.53 |
Implied volatility | 37.15% |
Moneyness | out-of-the-money |
Leverage | 32.2486 |
Delta | 0.2275 |
Gamma | 3.8479 |
Theta | -0.0009 |
Rho | 0.0000 |
Vega | 0.0004 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 0.93 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
GEBERIT N | 552.60 |
Lonza Group | 529.00 |
ABB Ltd | 46.32 |
LOGITECH INT. | 77.24 |
Sika AG | 276.90 |
Name | Price |
---|---|
UBS | 26.59 |
Swiss Life Hldg | 637.60 |
Alcon AG | 73.34 |
Compagnie Financi... | 132.90 |
Swiss Re | 102.55 |